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Essays on asset pricing and portfolio optimization
Koeppel, Christian - 2021
role in sentiment-augmented asset pricing models for international equity indices. We empirically demonstrate the existence …
Persistent link: https://www.econbiz.de/10012651028
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On model testing in financial economics
Jarrow, Robert A. - In: The financial review : the official publication of the … 45 (2010) 2, pp. 277-285
Persistent link: https://www.econbiz.de/10003974068
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Temporary price trends in the stock market with rational agents
Ichkitidze, Yuri - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 103-117
Persistent link: https://www.econbiz.de/10012034517
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Investor sentiment : does it augment the performance of asset pricing models?
Bathia, Deven; Bredin, Donal - In: International review of financial analysis 59 (2018), pp. 290-303
Persistent link: https://www.econbiz.de/10012006993
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Rational functions : an alternative approach to asset pricing
Bhaduri nee Chakraborty, Nilanjana; Elgammal, Mohammed … - In: Applied economics 51 (2019) 20, pp. 2091-2119
Persistent link: https://www.econbiz.de/10012196648
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Systematic limited arbitrage and the cross-section of stock returns : evidence from exchange traded funds
DeLisle, R. Jared; McTier, Brian C.; Smedema, Adam R. - In: Journal of banking & finance 70 (2016), pp. 118-136
Persistent link: https://www.econbiz.de/10011635135
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Behavioral preferences and beliefs in asset pricing
Gertsman, Gleb - 2023
Persistent link: https://www.econbiz.de/10014285188
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Dissecting currency momentum
Zhang, Shaojun - In: Journal of financial economics 144 (2022) 1, pp. 154-173
Persistent link: https://www.econbiz.de/10013407087
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Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian - 2001
Persistent link: https://www.econbiz.de/10001530439